How do you delete them? There is no folder for recently read files. There is a recently read file but you can't open that file. You can delete the file. Does that mean you get rid of all the recently read books?

NO, the books stay (on your reader).

The LIST goes away if you delete the Recentlyread.sys file

It is an active-link LIST to the books you have read.

The list may also get purged if you switch Firmware sources. Not every time...